See the attached image. The idea is to find Pythagorean triples $(a,b,c)$, $(a,d,e)$, and $(2a,b+d,f)$ such that $b<d$. Then, let $$A=(-b-d,-2a),$$ $$B=(b+d,-2a),$$ $$C=(b+d,2a),$$ $$D=(-b-d,2a),$$ $$E=(b-d,0),$$ and $$F=(-b+d,0).$$ Therefore, $$AB=CD=2(b+d),$$ $$BC=DA=4a,$$ $$AC=BD=2f,$$ $$EA=ED=FB=FC=2c,$$ $$EB=EC=FA=FB=2e,$$ and $$EF=2(d-b).$$ I found $(a,b,c)=(40,9,41)$, $(a,d,e)=(40,30,50)$, and $(2a,b+d,f)=(80,39,89)$.

If you want a convex hexagon, you can find Pythagorean triples $(a,b,c)$, $(a,d,e)$, and $(2a,d-b,f)$ such that $b<d$. Then, let $$A=(b-d,-2a),$$ $$B=(-b+d,-2a),$$ $$C=(-b+d,2a),$$ $$D=(b-d,2a),$$ $$E=(-b-d,0),$$ and $$F=(b+d,0).$$ Therefore, $$AB=CD=2(d-b),$$ $$BC=DA=4a,$$ $$AC=BD=2f,$$ $$EA=ED=FB=FC=2c,$$ $$EB=EC=FA=FB=2e,$$ and $$EF=2(b+d).$$ I found $(a,b,c)=(12,9,15)$, $(a,d,e)=(12,16,20)$, and $(2a,d-b,f)=(24,7,25)$. See the image below.

The last picture is very nice. This hexagon is also inscribed in a circle with integer radius. However, $AC$, $BD$, and $EF$ are all diameters of this circle. This makes me think: is it possible to find a cyclic hexagon $ABCDEF$ such that all sides and diagonals have integer lengths, the circumradius is also an integer, and no diagonal or side of the hexagon is a diameter of the circumcircle?